+15.6%
JPM vs STT
+17.3%
-1.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +2.7% | -0.4% | +3.2% | +2.9% |
| 3M | -4.7% | -6.5% | +1.8% | -1.0% |
| 6M | +15.6% | +17.2% | -1.6% | +7.2% |
| All | +15.6% | +17.3% | -1.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling